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This paper addresses the issue of inversion in cases where (1) the observation system is modeled by a linear transformation and additive noise, (2) the problem is ill-posed and regularization is introduced in a Bayesian framework by an a…

Machine Learning · Statistics 2026-02-12 Jean-François Giovannelli

We propose a Bayesian inference framework to estimate uncertainties in inverse scattering problems. Given the observed data, the forward model and their uncertainties, we find the posterior distribution over a finite parameter field…

Numerical Analysis · Mathematics 2020-11-17 Ana Carpio , Sergei Iakunin , Georg Stadler

Many inverse problems include nuisance parameters which, while not of direct interest, are required to recover primary parameters. Structure present in these problems allows efficient optimization strategies - a well known example is…

Numerical Analysis · Mathematics 2015-06-05 Aleksandr Y. Aravkin , Tristan van Leeuwen

Recent studies demonstrate that diffusion models can serve as a strong prior for solving inverse problems. A prominent example is Diffusion Posterior Sampling (DPS), which approximates the posterior distribution of data given the measure…

Machine Learning · Statistics 2024-09-16 Yaxuan Zhu , Zehao Dou , Haoxin Zheng , Yasi Zhang , Ying Nian Wu , Ruiqi Gao

Bayesian methods are actively used for parameter identification and uncertainty quantification when solving nonlinear inverse problems with random noise. However, there are only few theoretical results justifying the Bayesian approach.…

Statistics Theory · Mathematics 2020-02-04 Vladimir Spokoiny

Inverse problems have many applications in science and engineering. In Computer vision, several image restoration tasks such as inpainting, deblurring, and super-resolution can be formally modeled as inverse problems. Recently, methods have…

Computer Vision and Pattern Recognition · Computer Science 2024-09-19 Sai Bharath Chandra Gutha , Ricardo Vinuesa , Hossein Azizpour

Recovering a signal from its degraded measurements is a long standing challenge in science and engineering. Recently, zero-shot diffusion based methods have been proposed for such inverse problems, offering a posterior sampling based…

Machine Learning · Computer Science 2026-05-19 Roi Benita , Michael Elad , Joseph Keshet

Ill-posed inverse problems are fundamental in many domains, ranging from astrophysics to medical imaging. Emerging diffusion models provide a powerful prior for solving these problems. Existing maximum-a-posteriori (MAP) or posterior…

Computer Vision and Pattern Recognition · Computer Science 2026-05-15 Minseo Kim , Axel Levy , Gordon Wetzstein

The choice of prior is central to solving ill-posed imaging inverse problems, making it essential to select one consistent with the measurements $y$ to avoid severe bias. In Bayesian inverse problems, this could be achieved by evaluating…

Machine Learning · Computer Science 2026-05-01 Frederic Wang , Katherine L. Bouman

We consider the inverse problem of estimating an unknown function $u$ from noisy measurements $y$ of a known, possibly nonlinear, map $\mathcal{G}$ applied to $u$. We adopt a Bayesian approach to the problem and work in a setting where the…

Probability · Mathematics 2013-09-20 Masoumeh Dashti , Kody J. H. Law , Andrew M. Stuart , Jochen Voss

Diffusion models have been firmly established as principled zero-shot solvers for linear and nonlinear inverse problems, owing to their powerful image prior and iterative sampling algorithm. These approaches often rely on Tweedie's formula,…

Machine Learning · Computer Science 2026-04-29 Jonathan Patsenker , Henry Li , Myeongseob Ko , Ruoxi Jia , Yuval Kluger

Solving ill-posed inverse problems requires careful formulation of prior beliefs over the signals of interest and an accurate description of their manifestation into noisy measurements. Handcrafted signal priors based on e.g. sparsity are…

Machine Learning · Computer Science 2025-08-14 Tristan S. W. Stevens , Hans van Gorp , Faik C. Meral , Junseob Shin , Jason Yu , Jean-Luc Robert , Ruud J. G. van Sloun

Quantifying and reducing uncertainty in Earth system model parameterizations is essential to improving their reliability in decision-making. Forward uncertainty propagation is used to derive parameter sensitivity but requires physically…

Atmospheric and Oceanic Physics · Physics 2026-04-22 Ethan YoungIn Shin , Baris Kale , Michael F. Howland

We study image inverse problems with a normalizing flow prior. Our formulation views the solution as the maximum a posteriori estimate of the image conditioned on the measurements. This formulation allows us to use noise models with…

Machine Learning · Computer Science 2021-07-02 Jay Whang , Qi Lei , Alexandros G. Dimakis

We adopt Bayesian approach to consider the inverse problem of estimate a function from noisy observations. One important component of this approach is the prior measure. Total variation prior has been proved with no discretization invariant…

Statistics Theory · Mathematics 2026-02-09 Junxiong Jia , Jigen Peng , Jinghuai Gao

Many imaging problems require solving an inverse problem that is ill-conditioned or ill-posed. Imaging methods typically address this difficulty by regularising the estimation problem to make it well-posed. This often requires setting the…

Methodology · Statistics 2020-08-17 Ana F. Vidal , Valentin De Bortoli , Marcelo Pereyra , Alain Durmus

We derive a maximum a posteriori estimator for the linear observation model, where the signal and noise covariance matrices are both uncertain. The uncertainties are treated probabilistically by modeling the covariance matrices with prior…

Statistics Theory · Mathematics 2014-03-12 Dave Zachariah , Nafiseh Shariati , Mats Bengtsson , Magnus Jansson , Saikat Chatterjee

We provide a new perspective on the study of parameterized optimization problems. Our approach combines methods for post-optimal sensitivity analysis and ordinary differential equations to quantify the uncertainty in the minimizer due to…

Optimization and Control · Mathematics 2022-09-26 Alen Alexanderian , Joseph Hart , Mason Stevens

This work introduces a sampling method capable of solving Bayesian inverse problems in function space. It does not assume the log-concavity of the likelihood, meaning that it is compatible with nonlinear inverse problems. The method…

Machine Learning · Statistics 2024-05-27 Lorenzo Baldassari , Ali Siahkoohi , Josselin Garnier , Knut Solna , Maarten V. de Hoop

The choice of the parameter value for regularized inverse problems is critical to the results and remains a topic of interest. This article explores a criterion for selecting a good parameter value by maximizing the probability of the data,…

Numerical Analysis · Mathematics 2020-02-11 Toby Sanders , Rodrigo B. Platte , Robert D. Skeel
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